MSCI North America Index

MSCI NORTH AMERICA INDEX (USD)
The MSCI North America Index is designed to measure the performance of the large and mid cap segments of the US and Canada
markets. With 710 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US
and Canada.
CUMULATIVE INDEX PERFORMANCE - GROSS RETURNS
300
ANNUAL PERFORMANCE (%)
(USD) (OCT 2001 – OCT 2016)
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
286.28
274.14
260.06
200
100
50
Oct 01
Jan 03
Apr 04
MSCI North
America
Year
MSCI North America
MSCI World
MSCI ACWI IMI
Jul 05
Oct 06
Jan 08
Apr 09
Jul 10
INDEX PERFORMANCE — GROSS RETURNS
Oct 11
Jan 13
Apr 14
Jul 15
Oct 16
MSCI World MSCI ACWI IMI
-0.27
12.57
30.39
15.57
0.55
15.98
29.35
-37.80
7.67
15.48
6.93
11.29
30.13
-22.34
-0.32
5.50
27.37
16.54
-5.02
12.34
30.79
-40.33
9.57
20.65
10.02
15.25
33.76
-19.54
FUNDAMENTALS
(%) ( OCT 31, 2016 )
-1.68
4.36
24.17
17.04
-7.43
14.87
37.18
-42.01
11.66
21.49
12.06
16.93
36.18
-17.26
( OCT 31, 2016 )
ANNUALIZED
MSCI North America
MSCI World
MSCI ACWI IMI
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
May 31, 1994
Div Yld (%)
P/E
P/E Fwd
P/BV
-1.83
-1.91
-1.91
-1.51
-1.21
-0.78
4.63
1.79
2.91
6.47
4.04
5.43
7.96
4.40
3.77
12.53
9.65
8.76
6.50
4.48
4.57
9.21
6.95
6.77
2.19
2.59
2.51
22.77
21.54
21.43
16.69
15.78
15.59
2.73
2.14
2.00
INDEX RISK AND RETURN CHARACTERISTICS
( OCT 31, 2016 )
ANNUALIZED STD DEV (%) 2
MSCI North America
MSCI World
MSCI ACWI IMI
SHARPE RATIO 2 , 3
MAXIMUM DRAWDOWN
Turnover
(%) 1
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Since
May 31, 1994
(%)
Period YYYY-MM-DD
2.50
2.49
3.22
10.79
11.09
11.21
10.41
11.28
11.53
15.53
16.52
17.21
0.74
0.42
0.36
1.17
0.85
0.77
0.41
0.28
0.28
na
na
0.32
55.08
57.46
58.28
2007-10-09—2009-03-09
2007-10-31—2009-03-09
2007-10-31—2009-03-09
1
Last 12 months
2
Based on monthly gross returns data
3
Based on ICE LIBOR 1M
The MSCI North America Index was launched on Mar 31, 1986. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed).
There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.
MSCI NORTH AMERICA INDEX
OCT 31, 2016
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
MSCI North America
Number of
Constituents
710
APPLE
MICROSOFT CORP
EXXON MOBIL CORP
JOHNSON & JOHNSON
AMAZON.COM
FACEBOOK A
GENERAL ELECTRIC CO
JPMORGAN CHASE & CO
ALPHABET C
ALPHABET A
Total
Mkt Cap ( USD Millions)
Index
Largest
Smallest
Average
Median
20,430,876.38
621,906.83
1,226.83
28,775.88
12,246.91
SECTOR WEIGHTS
Mkt Cap
( USD Billions)
Index
Wt. (%)
Sector
621.91
447.45
345.50
319.05
316.76
302.83
267.59
253.26
242.50
237.85
3,354.69
3.04
2.19
1.69
1.56
1.55
1.48
1.31
1.24
1.19
1.16
16.42
Info Tech
Info Tech
Energy
Health Care
Cons Discr
Info Tech
Industrials
Financials
Info Tech
Info Tech
COUNTRY WEIGHTS
9.09%
9.58%
7.9%
3.47%
12.59%
5.75%
3.28%
2.99%
94.25%
2.54%
13.06%
20.77%
14.74%
Information Technology 20.77%
Financials 14.74%
Consumer Discretionary 12.59%
Consumer Staples 9.58%
Energy 7.9%
Materials 3.47%
Utilities 3.28%
Health Care 13.06%
United States 94.25%
Canada 5.75%
Industrials 9.09%
Real Estate 2.99%
Telecommunication Services 2.54%
INDEX METHODOLOGY
The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology —a comprehensive and consistent approach to index
construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style
segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong
emphasis on index liquidity, investability and replicability. The index is reviewed quarterly—in February, May, August and November—with
the objective of reflecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May
and November semi-annual index reviews, the index is rebalanced and the large and mid capitalization cutoff points are recalculated.
ABOUT MSCI
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MSCI NORTH AMERICA INDEX